I've been looking at the Ge2 file exporter. Does just about everything, but its a right pain. I've not been able to find anything else that actually saves out animation in any usable form. The *.obj file format saves out object hierarchies. You can use stuff like nested display lists to store and draw them, but you still have to manually rotate all the joints to get any animation. (for reference I use Maya2.5 for animating and modelling.)